Sector Analysis
As long as we are pulling out the key graphs from that Rydex pdf, here's another interesting chart:
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Historical Betas of Various Asset Classes vs S&P500 (as of December 2004)
click for larger graph
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Source:
Investing —More of a Challenge
Rydex Funds
http://www.rydexfundsfp.com/pdf/ium_6pager.pdf
Friday, September 09, 2005 | 10:24 AM | Permalink
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» Sector Analysis from None of Your Business
The Big Picture Blog has a nice little graph of Asset Class Sector Analysis showing the historical growth rates of the various asset classes as compared to the SP 500. My question is, what is the source of this data and how far back does it go?... [Read More]
Tracked on Sep 9, 2005 12:57:40 PM
Comments
It would be interesting to see approximate geometric returns for these asset classes, ar - 0.5*sigma^2. Those high beta classes wouldn't look so good.
Posted by: Lord | Sep 9, 2005 3:25:08 PM
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